Institution: Banque de France
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.crest.fr/ses.php?user=3028
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 1.01 | 0.00 | 0.00 | 1.01 | 29% |
| All Time | 0.00 | 1.01 | 1.68 | 0.00 | 2.69 | 76% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Staying at zero with affine processes: An application to term structure modelling | Journal of Econometrics | A | 4 |
| 2013 | No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth | Journal of Banking & Finance | B | 3 |
| 2012 | Asset pricing with Second-Order Esscher Transforms | Journal of Banking & Finance | B | 2 |